The danger is not really great.

Any dust on the Moon still consists mostly of silicates which cannot be oxidized.

When dust comes from meteorites, it contains a fraction made of iron sulfide (with small quantities of other sulfides) and another fraction made mainly of hydrocarbons.

The metallic sulfides can be oxidized, but they will not burn violently. The hydrocarbons are like a tar or pitch, because the volatile hydrocarbons would have sublimated in vacuum. So neither that tar is easily flammable.

The gunpowder smell is likely to be caused by the oxidation of the sulfides from the dust, which releases sulfur dioxide, the same like burnt gunpowder.